FICO vs. AZO

In the year-to-date period, FICO achieves a 1.99% return, which is significantly higher than AZO's 0.13% return. Over the past 10 years, FICO has outperformed AZO with an annualized return of 39.42%, while AZO has yielded a comparatively lower 18.68% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and AutoZone, Inc. (AZO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current FICO Sharpe Ratio is 2.08, which is higher than the AZO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of FICO and AZO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FICO nor AZO has paid dividends to shareholders.

The maximum FICO drawdown since its inception was -79.26%, which is greater than AZO's maximum drawdown of -46.33%. Use the drawdown chart below to compare losses from any high point for FICO and AZO. For additional features, visit the drawdowns tool.

Fair Isaac Corporation (FICO) has a higher volatility of 8.35% compared to AutoZone, Inc. (AZO) at 5.12%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than AZO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Fair Isaac Corporation and AutoZone, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.